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Original Articles

Measuring Credit Risk of a Bank's Corporate Loan Portfolio Using Advanced Internal Ratings Base Approach

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Pages 17-40 | Received 01 Jan 2005, Accepted 01 Aug 2005, Published online: 22 Sep 2008

References

  • Basel Committee . 2001a . The Internal Ratings Based Approach, Consultative Document Issued by Basel Committee on Banking Supervision, Bank for International Settlements Basel, , Switzerland
  • Basel Committee . 2001b . The Standardized Approach to Credit Risk, Consultative Document Issued by Basel Committee on Banking Supervision, Bank for International Settlements Basel, , Switzerland
  • Basel Committee . 2003 . Quantitative Impact Study 3, Basel Committee on Banking Supervision, Bank for International Settlements Basel, , Switzerland
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  • Thedora , M. B. and Gleason , K. 2002 . The New Basel Capital Accord: the Crucial Importance of a Conceptual Framework , Washington, , USA : Washington University . Working Paper
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